MEmerqube
helper

Generate a buffer index

Generate a buffer index

post/helper/index-template/buffer_simple

Request

Request body

protection_endnumber required

eg the 30 in the above example. Must be < protection_start.

protection_startnumber required

losses on the underlying are incurred up to protection_start, the portfolio is protected against losses between protection_start and protection_end, and then losses after protection_end are also incurred. These are represented as percentages of the underlying. Eg on start=95 and end=70 (sometimes a called a 5/30 buffer), the first 5% of losses are incurred, the portfolio is protected between -5% and -30%, then losses after 30% are added to 5% and are incurred. In this example, if the underlying drops 32%, the index will lose 7%.

roll_freqinteger required

frequency in months of the options roll

root'SPY' | 'QQQ' | 'IWM' | 'EFA' | 'EEM' | 'TLT' | 'LQD' | 'HYG' | 'GLD' required

the root of the options

run_hourinteger required

set to the hour of day to run the index in the index's timezone

run_minuteinteger required

set to the minute of the hour to run the index

timezonestring

set to the timezone of the index

base_datestring required

the date that the index has level 'base_value'

base_valuenumber required

set the index value on base_date to this base_value

bbg_tickerstring

due to the limitations of the Bloomberg ticker creation process (no API), this must be a pre-created ticker. You can email MerQube a list of tickers to create on your behalf at support@merqube.com. Then, you provide those as input to these indices

descriptionstring required

set to the description of the index, which will show on merqube.com

email_liststring[]

list of emails to send daily dissemination reports, and the initial backtest reports, to; if not specified, no emails will be sent

namestring required

set to the name of the index. Commonly people use the ticker as the name, but that is not necessary. Must be globally unique - you will get a 409 if this index name is taken

namespacestring required

set to the namespace of the index

titlestring required

set to the title of the index that shows up on merqube.com

Example request

{
  "protection_end": 70,
  "protection_start": 95,
  "roll_freq": 3,
  "root": "SPY",
  "run_hour": 16,
  "run_minute": 30,
  "timezone": "US/Eastern",
  "base_date": "Tue, 04 Jan 2000 00:00:00 GMT",
  "base_value": 1000,
  "bbg_ticker": "MY_TICKER",
  "description": "My Index Description",
  "email_list": [
    "bob@mycompany.com",
    "alice@mycompany.com"
  ],
  "name": "My Index",
  "namespace": "mycompany",
  "title": "My Index Title"
}

Response

OK

Changes

No recorded changes to this operation across all 1 revision of this API.